Prediction based mean-value-at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets
The future performance of stock markets is the most crucial factor in portfolio creation. As
machine learning technique is advancing, new possibilities have opened up for …
machine learning technique is advancing, new possibilities have opened up for …
Implications of AI-based robo-advisory for private banking investment advisory
Purpose AI-based robo-advisory (RA) represents a FinTech application that is already
replacing retail investment advisors. In private banking (PB), clients also increasingly expect …
replacing retail investment advisors. In private banking (PB), clients also increasingly expect …
Neural network with fixed noise for index-tracking portfolio optimization
Y Kwak, J Song, H Lee - Expert Systems with Applications, 2021 - Elsevier
Index tracking portfolio optimization is popular form of passive investment strategy, with a
steady and profitable performance compared to an active investment strategy. Due to the …
steady and profitable performance compared to an active investment strategy. Due to the …
The future of finance: Revolutionizing the industry with artificial intelligence
P Sharma, S Devi - Leveraging AI and emotional intelligence in …, 2024 - igi-global.com
This book chapter explores the applications and implications of artificial intelligence (AI) in
the finance industry. The chapter examines significant areas where AI is utilized in finance …
the finance industry. The chapter examines significant areas where AI is utilized in finance …
Determinants of conventional and digital investment advisory decisions: a systematic literature review
F Wagner - Financial Innovation, 2024 - Springer
The growing demand for digital investment advisory services and the advancing
technological process led to increased attention to this topic in recent literature. In light of …
technological process led to increased attention to this topic in recent literature. In light of …
Adversarial attacks against reinforcement learning-based portfolio management strategy
Many researchers have incorporated deep neural networks (DNNs) with reinforcement
learning (RL) in automatic trading systems. However, such methods result in complicated …
learning (RL) in automatic trading systems. However, such methods result in complicated …
A longitudinal approach for understanding algorithm use
Research suggests that algorithms—based on artificial intelligence or linear regression
models—make better predictions than humans in a wide range of domains. Several studies …
models—make better predictions than humans in a wide range of domains. Several studies …
Financial Robo-advisor: learning from academic literature
EN Hasanah, SK Wiryono… - … : Manajemen Ide dan …, 2023 - journal3.uin-alauddin.ac.id
Abstract Financial Robo-Advisor is the technology that integrates machine learning and self-
identification to determine investment decisions. This study explores the financial robo …
identification to determine investment decisions. This study explores the financial robo …
Intraday market predictability: A machine learning approach
D Huddleston, F Liu, L Stentoft - Journal of Financial …, 2023 - academic.oup.com
Conducting, to our knowledge, the largest study ever of 5-min equity market returns using
state-of-the-art machine learning models trained on the cross-section of lagged market index …
state-of-the-art machine learning models trained on the cross-section of lagged market index …
基于机器学习预测股票收益率的两步骤M-SV 投资组合优化
张鹏， 党世力， 黄梅雨， 李璟欣 - 中国管理科学, 2023 - zgglkx.com
由于准确预测股票收益序列能够提高投资组合优化模型的表现, 相比于传统的计量经济预测模型
, 机器学习在处理非线性和非平稳特征的问题上更具优势. 因此, 本文提出了一种基于机器学习 …
, 机器学习在处理非线性和非平稳特征的问题上更具优势. 因此, 本文提出了一种基于机器学习 …